+20.9%
GNRC vs CPB
-18.4%
+39.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +5.9% | -15.5% | -7.8% |
| 7D | -6.0% | +13.0% | -18.9% | -2.7% |
| 30D | -12.0% | +20.5% | -32.5% | -7.3% |
| 3M | -13.4% | +2.2% | -15.6% | -11.4% |
| 6M | -26.4% | +15.4% | -41.7% | -23.5% |
| YTD | +38.8% | -12.3% | +51.2% | +42.8% |
| 1Y | +20.9% | -18.0% | +38.9% | +26.6% |
| All | +20.9% | -18.4% | +39.3% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling